+221.2%
SYK vs P
+453.5%
-232.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.5% |
| 7D | -12.3% | -4.1% | -8.2% | -11.9% |
| 30D | -22.4% | -14.0% | -8.5% | -21.1% |
| 3M | -12.3% | +41.4% | -53.8% | -17.5% |
| 6M | -24.3% | +54.2% | -78.5% | -30.5% |
| YTD | -22.8% | +40.4% | -63.2% | -28.6% |
| 1Y | -28.8% | +16.0% | -44.7% | -33.2% |
| 3Y | -4.0% | +140.7% | -144.6% | -25.7% |
| 5Y | +3.8% | +256.3% | -252.5% | -27.9% |
| 10Y | +172.8% | +672.6% | -499.8% | +60.6% |
| All | +221.2% | +453.5% | -232.3% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling